Pages that link to "Item:Q4602498"
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The following pages link to INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498):
Displaying 4 items.
- A general framework for time-changed Markov processes and applications (Q1622827) (← links)
- Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations (Q2029925) (← links)
- A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) (← links)
- PRICING TIMER OPTIONS: SECOND-ORDER MULTISCALE STOCHASTIC VOLATILITY ASYMPTOTICS (Q5158756) (← links)
